As a kid I read a story in Sonic The Comic (and a book called Stay Sonic) explaining that Sonic get's his speed from his shoes. He was very fast without them, but it was the shoes that were created by Dr. Kintobor that allowed him to run 100s of times faster.

Tails can fly because he spins his tails like a helicopter's blades. Quite how he learnt this I don't think we'll know

But for that to really work his tails couldn't be connected to him or else they'd tangle, but having them not connected to him wouldn't work either because... They wouldn't be connected to him...Maybe I'm just thinking too much again... -_-